Pathfinder Trading System

• 09/27/2016 at 7:20 PM #13818
  wp01

  Miguel,

  Can you please show me a picture of the results after you make the changes like you said (window 8-23) and avoiding reopening intraday day in the same direction?

  Attached the results from my backtest from february 2010. Still an amazing factor of 3,77.

  Thanks.

  Regards,

  Patrick

  

  wp01

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  09/27/2016 at 7:39 PM #13821
  Fr7

  Hola Reiner,muchas gracias por tu gran aporte.Tengo dos peticiones:

  1)Ya puesto,sólo te falta para el SP500,podrías crear el sistema…….

  2)Puedes crear un sistema con un timeframe de 1 hora.

  GRACIAS

  

  Fr7

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  09/27/2016 at 8:30 PM #13824
  Nicolas

  @Fr7

  Please speak English in the English forums. You can use online translation if you can’t. Thanks.

  

  Nicolas

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  09/28/2016 at 3:53 AM #13831
  dajvop

  Hi Reiner,

  Any plans of converting your great code to the volatile Hang Seng index?

  Best regards,

  David

  

  dajvop

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  09/28/2016 at 8:07 AM #13838
  miguel33

  Hi Reiner

  This is my result

   

  2 users thanked author for this post.

  davide.raiteri@gmail.com, wp01

  

  miguel33

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  09/28/2016 at 8:12 AM #13841
  miguel33

  however, it would be advisable not to waste energy and time on many indexes, better to focus on a few and improve them.

  

  miguel33

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  09/28/2016 at 9:26 AM #13845
  Reiner

  Hola Fr7,

  Fr7 asked for a S&P version in 1H timeframe.

  Pathfinder framework will work more or less on every index. Some work better and others are less suitable. Requirement for a suitable index is volatility. I have tested a S&P Pathfinder version but the results were positiv not comparable to DAX or FTSE due less S&P volatility.

  Pathfinder is working in the moment only for 4H. I didn’t test other timeframes so far, may be later. In the moment I want focus only on H4.

   

  

  Reiner

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  09/28/2016 at 9:30 AM #13846
  Reiner

  David, Hang Seng and Nikkei are on my watchlist. In the moment I’m working on commodities and I’ m very keen to have something for oil, gold and silver.

  

  Reiner

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  09/29/2016 at 4:35 PM #13920
  Kenneth Kvistad

  Brent crude oil is very volatile.

  I Can try to check this out:)

  And post as soon as its done.

  Thanks for all your energy and time to comit to such a work as you have done.

   

  

  Kenneth Kvistad

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  09/29/2016 at 7:11 PM #13923
  Nicolas

  Hi everyone here, I’d like to join in to help Reiner improve his strategy like many others, but I do not have enough time unfortunately actually. But it seems very interesting and I hope everyone here appreciate the spirit of sharing and caring of Reiner 🙂

  Well done guys, go on like this, automated trading is a long and rough journey, but hopefully great at the end!

  

  Nicolas

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  09/29/2016 at 8:15 PM #13934
  Reiner

  Hi Kenneth, I appreciate every support for this project. Go ahead and share your results.

  1 user thanked author for this post.

  ALE

  

  Reiner

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  09/30/2016 at 8:38 AM #13961
  miguel33

  Nicolas your support can be is of great help to the group and to the system. I hope you can find time for this cause. thank you.

  

  miguel33

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  10/03/2016 at 7:21 PM #14150
  falmskarm

  Hi all,

  I’ve been following the PathFinder project for some time, and it seems promising. I’ve been running v2 live since a few months and it has been good so far but want to get over to v4 preferably.

  But now I have an issue I can’t really figure out. Right now on my live account with v4 it has taken a long position. But running the same code (exactly,  copied it from the live system), the backtest does not take this position.  I have not previously seen any differences between live/backtest with PathFinder, but I have mostly been running v2.

  In the attached image, to the left is the live system, to the right is the backtest of v2, v3 and v4. I’ve tried changing the start date of the v4 backtest to be the same as the live system as this should be the only thing that would be different, but it does not seem to matter either.

  The code running in v4 is the same standard DAX v4 as earlier in this thread, with only some modifications to the PositionSize.

  I can’t really figure out that there could be anything that could cause this? Can anyone else see the same thing or find an explanation? (I might surely be missing something..)

  

  falmskarm

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  10/03/2016 at 7:57 PM #14167
  Reiner

  Falmskarm, PRT needs one additional candle to synchronize real trade events. The long entry was on 1700 so backtest will be synchron at 2100

  

  Reiner

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  10/03/2016 at 8:17 PM #14172
  falmskarm

  Thanks Reiner, a bit too eager it seems 🙂 I checked it and it’s just as you say.. The thought crossed my mind but I could not understand why it would need that logically. I mostly work with shorter timeframes except with PathFinder so I haven’t really noticed. Great job with PathFinder!

   

  

  falmskarm

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